Register below to listen to a webinar about the FRTB modellability requirements
As banks prepare for the implementation of FRTB, the impact of the new modellability requirements often appears to be underestimated.
In this webinar, experts from S&P Global and Oliver Wyman discuss the challenges presented by the modellability rules and share their views on best practices for achieving compliance.
The topics covered include data pooling; risk factor bucketing; mapping transaction types to risk factors; NMRF proxy choices; desk structure and P&L attribution.
The speakers are:
- Dr. Andrew Aziz (Global Head of Markit Analytics, S&P Global)
- Paul Jones (FRTB Product Head, Markit Analytics, S&P Global)
- Ben Reeve (Principal, Finance and Risk Practice, Oliver Wyman)
- Ben Molyneaux (Manager, Finance and Risk Practice, Oliver Wyman)
Please complete the below form to listen to a webinar about the FRTB modellability requirements.
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